+1,027.1%
UNP vs SSNC
+1,082.2%
-55.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | -1.5% | +6.0% | -7.6% | -3.8% |
| 3M | +10.3% | +21.0% | -10.7% | +1.8% |
| 6M | +9.7% | +12.1% | -2.4% | +3.9% |
| YTD | +27.1% | -3.2% | +30.3% | +26.9% |
| 1Y | +32.6% | -4.4% | +36.9% | +32.7% |
| 3Y | +40.0% | +51.6% | -11.6% | +15.5% |
| 5Y | +50.8% | +21.1% | +29.8% | +33.8% |
| 10Y | +278.6% | +177.7% | +100.9% | +138.7% |
| All | +1,027.1% | +1,082.2% | -55.1% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling